Using energy consultants or brokers - what are the pitfalls?

The business that I work for has historically used consultants (or brokers) to find the best gas and electricity deals. Taken on face value, this is great.. There's no need for internal expertise, it appears that we gat a good deal vs market rates, and all we need to do is sign the paperwork. However, I'm concerned that there's no transparency of the broker's fee (in the end, it has to come from the price we pay) and this approach lacks a real benchmark of what the costs should be across the full portfolio of suppliers. Has anyone else got experience of this, and how do you get the best deal?